CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 1.6350 1.6460 0.0110 0.7% 1.6320
High 1.6350 1.6464 0.0114 0.7% 1.6320
Low 1.6350 1.6400 0.0050 0.3% 1.6130
Close 1.6350 1.6418 0.0068 0.4% 1.6247
Range 0.0000 0.0064 0.0064 0.0190
ATR 0.0071 0.0074 0.0003 4.3% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6619 1.6583 1.6453
R3 1.6555 1.6519 1.6436
R2 1.6491 1.6491 1.6430
R1 1.6455 1.6455 1.6424 1.6441
PP 1.6427 1.6427 1.6427 1.6421
S1 1.6391 1.6391 1.6412 1.6377
S2 1.6363 1.6363 1.6406
S3 1.6299 1.6327 1.6400
S4 1.6235 1.6263 1.6383
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6802 1.6715 1.6352
R3 1.6612 1.6525 1.6299
R2 1.6422 1.6422 1.6282
R1 1.6335 1.6335 1.6264 1.6284
PP 1.6232 1.6232 1.6232 1.6207
S1 1.6145 1.6145 1.6230 1.6094
S2 1.6042 1.6042 1.6212
S3 1.5852 1.5955 1.6195
S4 1.5662 1.5765 1.6143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6464 1.6130 0.0334 2.0% 0.0013 0.1% 86% True False 1
10 1.6464 1.6130 0.0334 2.0% 0.0012 0.1% 86% True False 2
20 1.6464 1.6118 0.0346 2.1% 0.0006 0.0% 87% True False 1
40 1.6464 1.5863 0.0601 3.7% 0.0003 0.0% 92% True False 1
60 1.6464 1.5863 0.0601 3.7% 0.0002 0.0% 92% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 1.6736
2.618 1.6632
1.618 1.6568
1.000 1.6528
0.618 1.6504
HIGH 1.6464
0.618 1.6440
0.500 1.6432
0.382 1.6424
LOW 1.6400
0.618 1.6360
1.000 1.6336
1.618 1.6296
2.618 1.6232
4.250 1.6128
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 1.6432 1.6397
PP 1.6427 1.6376
S1 1.6423 1.6356

These figures are updated between 7pm and 10pm EST after a trading day.

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